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시스템식 문의합니다.

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calypso
2010-01-29 16:56:00
708
글번호 27754
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아래 시스템식에서 오류가 나는데... Input: shortperiod(12), longperiod(26), period(9), sp1(2), sp2(5), lp(120), cl1(7), cl2(3), k1(0),k2(0),k3(0),k4(0); Var: buysig(0), sellsig(0), buysig1(0), sellsig1(0), win(0), fail(0), buyC(0), sellC(0), count(0); Var: macd1(0), macd2(0), macdOSC(0), macdL1(0), macdL2(0),macdH1(0), macdH2(0), ML1(0), ML2(0), MH1(0), MH2(0), OBV1(0), OL1(0), OL2(0), OH1(0), OH2(0),OBVL1(0), OBVL2(0), OBVH1(0), OBVH2(0), BBwidth(0); BBwidth = ((BollBandUp_C(20, 2) - BollBanddown_C(20, 2)); // Bollinger Band Width 축소를 이용한 매수/매도 If ma(C,120) >= ma(C[1],120) then begin If ma(BBwidth, 5) <= ma(BBwidth[1], 5) and crossup(BBwidth - ma(BBwidth, 0) and C >= BollBandUp(20, 2) then begin buysig = 1; end If ma(BBwidth, 5) <= ma(BBwidth[1], 5) and crossdown(BBwidth - ma(BBwidth, 0) and C <= BollBanddown(20, 2) then begin sellsig = 1; end end If ma(C,120) < ma(C[1],120) then begin If ma(BBwidth, 5) <= ma(BBwidth[1], 5) and crossup(BBwidth - ma(BBwidth, 0)) and C >= BollBandUp(20, 2) then begin buysig = 1; end If ma(BBwidth, 5) <= ma(BBwidth[1], 5) and crossdown(BBwidth - ma(BBwidth, 0)) and C <= BollBanddown(20, 2) then begin sellsig = 1; end end
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예스스탁 예스스탁 답변

2010-01-29 17:03:46

안녕하세요 예스스탁입니다. Input: shortperiod(12), longperiod(26), period(9), sp1(2), sp2(5), lp(120), cl1(7), cl2(3), k1(0),k2(0),k3(0),k4(0); Var: buysig(0), sellsig(0), buysig1(0), sellsig1(0), win(0), fail(0), buyC(0), sellC(0), count(0); Var: macd1(0), macd2(0), macdOSC(0), macdL1(0), macdL2(0),macdH1(0), macdH2(0), ML1(0), ML2(0), MH1(0), MH2(0),OBV1(0), OL1(0), OL2(0), OH1(0), OH2(0),OBVL1(0), OBVL2(0), OBVH1(0), OBVH2(0), BBwidth(0); BBwidth = (BollBandUp(20, 2) - BollBanddown(20, 2)); // Bollinger Band Width 축소를 이용한 매수/매도 If ma(C,120) >= ma(C[1],120) then begin If ma(BBwidth, 5) <= ma(BBwidth[1], 5) and crossup(BBwidth, 0) and C >= BollBandUp(20, 2) then begin buysig = 1; end; If ma(BBwidth, 5) <= ma(BBwidth[1], 5) and crossdown(BBwidth, 0) and C <= BollBanddown(20, 2) then begin sellsig = 1; end; end; If ma(C,120) < ma(C[1],120) then begin If ma(BBwidth, 5) <= ma(BBwidth[1], 5) and crossup(BBwidth, 0) and C >= BollBandUp(20, 2) then begin buysig = 1; end; If ma(BBwidth, 5) <= ma(BBwidth[1], 5) and crossdown(BBwidth, 0) and C <= BollBanddown(20, 2) then begin sellsig = 1; end; end 함수의 내용을 잘못 작성하셨습니다. crossup(BBwidth - ma(BBwidth, 0) crossdown(BBwidth - ma(BBwidth, 0) 은 어떤 값의 상향돌파 하향이탈인지 몰라 crossup(BBwidth ma(BBwidth, 0) crossdown(BBwidth, 0) 로 변경했습니다. 또한 BollBandUp_C(20, 2) 예스트레이더 프로 이전버전의 랭귀지 형태입니다. BollBandUp(20, 2)로 변경하시면 됩니다. 즐거운 하루되세요 > calypso 님이 쓴 글입니다. > 제목 : 시스템식 문의합니다. > 아래 시스템식에서 오류가 나는데... Input: shortperiod(12), longperiod(26), period(9), sp1(2), sp2(5), lp(120), cl1(7), cl2(3), k1(0),k2(0),k3(0),k4(0); Var: buysig(0), sellsig(0), buysig1(0), sellsig1(0), win(0), fail(0), buyC(0), sellC(0), count(0); Var: macd1(0), macd2(0), macdOSC(0), macdL1(0), macdL2(0),macdH1(0), macdH2(0), ML1(0), ML2(0), MH1(0), MH2(0), OBV1(0), OL1(0), OL2(0), OH1(0), OH2(0),OBVL1(0), OBVL2(0), OBVH1(0), OBVH2(0), BBwidth(0); BBwidth = ((BollBandUp_C(20, 2) - BollBanddown_C(20, 2)); // Bollinger Band Width 축소를 이용한 매수/매도 If ma(C,120) >= ma(C[1],120) then begin If ma(BBwidth, 5) <= ma(BBwidth[1], 5) and crossup(BBwidth - ma(BBwidth, 0) and C >= BollBandUp(20, 2) then begin buysig = 1; end If ma(BBwidth, 5) <= ma(BBwidth[1], 5) and crossdown(BBwidth - ma(BBwidth, 0) and C <= BollBanddown(20, 2) then begin sellsig = 1; end end If ma(C,120) < ma(C[1],120) then begin If ma(BBwidth, 5) <= ma(BBwidth[1], 5) and crossup(BBwidth - ma(BBwidth, 0)) and C >= BollBandUp(20, 2) then begin buysig = 1; end If ma(BBwidth, 5) <= ma(BBwidth[1], 5) and crossdown(BBwidth - ma(BBwidth, 0)) and C <= BollBanddown(20, 2) then begin sellsig = 1; end end
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2012-08-18 06:14:57

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